Okay, if anyone's read XXXholic volume 6, you'll know how this works. Basically, a person says a word, and the next person says a word that starts with the last letter/syllable of that word.
So if I started with "boku"... the next person would have to say a word that started with "ku" - so, they could say "kurushii", which ends in "i", so after that could be "Itai"... etc. And it goes on and on. Easy enough??
So, I'll start:
Denwa (telephone)